Rolling intrinsic for battery valuation in day-ahead and intraday markets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Oeltz, Daniel, Pfingsten, Tobias
Format:	Preprint
Published:	2025
Subjects:	Pricing of Securities Computational Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.01956